Single high voltage transformers approach the 6-8% at full load... Not to mention the wire losses and other transformers in the system minimum 3-5). The number you quoted from the EIA is not accurate. See this Nameplate Z% (impedance aka losses) of an ABB 20MVA transformer: https://images.app.goo.gl/hXNTWAv1xnu83znQ7 It is higher as the transformers get larger.

Correction tho... 30-40% includes the losses from generation, not just T&D. And if you keep searching the EIA quoted that at 34%.